+334.0%
SPGI vs MOS
+3.2%
+330.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.6% | +24.8% | -23.2% | -2.4% |
| 30D | +16.1% | +22.7% | -6.6% | +11.7% |
| 3M | +15.5% | -1.2% | +16.7% | +15.0% |
| 6M | +19.6% | +5.5% | +14.1% | +17.1% |
| YTD | -3.6% | -2.0% | -1.6% | -5.7% |
| 1Y | +2.2% | -7.9% | +10.2% | +1.1% |
| 3Y | +30.1% | -25.0% | +55.1% | +30.7% |
| 5Y | +14.9% | -27.7% | +42.7% | +10.0% |
| 10Y | +334.0% | -1.6% | +335.5% | +209.0% |
| All | +334.0% | +3.2% | +330.8% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling